具有相依索赔的双季节离散时间风险模型的破产概率
概率论
2020-01-13 v1
摘要
考虑了具有两个季节与相依索赔的离散时间风险模型。创建了用于计算最终破产概率值的算法。理论结果通过数值示例加以说明。
引用
@article{arxiv.2001.03431,
title = {Ruin probability for the bi-seasonal discrete time risk model with dependent claims},
author = {Olga Navickienė and Jonas Sprindys and Jonas Šiaulys},
journal= {arXiv preprint arXiv:2001.03431},
year = {2020}
}
备注
Published at https://doi.org/10.15559/18-VMSTA118 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/)